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作者：Shen, XT; Wasserman, L
作者单位：University System of Ohio; Ohio State University; Carnegie Mellon University
摘要：We compute the rate at which the posterior distribution concentrates around the true parameter value. The spaces we work in are quite general and include infinite dimensional cases. The rates are driven by two quantities: the size of the space, as measured by bracketing entropy, and the degree to which the prior concentrates in a small ball around the true parameter. We consider two examples.
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作者：Bloznelis, M; Götze, F
作者单位：Vilnius University; University of Bielefeld
摘要：We study orthogonal decomposition of symmetric statistics based on samples drawn without replacement from finite populations. Several applications to finite population statistics are given: we establish one-term Edgeworth expansions for general asymptotically normal symmetric statistics, prove an Efron-Stein inequality and the consistency of the jackknife estimator of variance. Our expansions provide second order a.s. approximations to Wu's jackknife histogram.
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作者：Baraud, Y; Comte, F; Viennet, G
作者单位：Universite PSL; Ecole Normale Superieure (ENS); Universite Paris Cite; Sorbonne Universite; Universite Paris Cite; Sorbonne Universite
摘要：We study the problem of estimating some unknown regression function in a beta -mixing dependent framework. To this end, we consider some collection of models which are finite dimensional spaces. A penalized least-squares estimator (PLSE) is built on a data driven selected model among this collection. We state non asymptotic risk bounds for this PLSE and give several examples where the procedure can be applied (autoregression, regression with arithmetically beta -mixing design points, regressio...
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作者：King, R; Brooks, SP
作者单位：University of Cambridge
摘要：Log-linear modelling plays an important role in many statistical applications, particularly in the analysis of contingency table data. With the advent of powerful new computational techniques such as reversible jump MCMC, Bayesian analyses of these models, and in particular model selection and averaging, have become feasible. Coupled with this is the desire to construct and use suitably flexible prior structures which allow efficient computation while facilitating prior elicitation. The latter...
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作者：Chang, T; Rivest, LP
作者单位：University of Virginia; Laval University
摘要：We discuss here a general approach to the calculation of the asymptotic covariance of M-estimates for location parameters in statistical group models when an invariant objective function is used. The calculation reduces to standard tools in group representation theory and the calculation of some constants. Only the constants depend upon the precise forms of the density or of the objective function. If the group is sufficiently large this represents a major simplification in the computation of ...
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作者：Hristache, M; Juditsky, A; Spokoiny, V
作者单位：Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI); Institut Polytechnique de Paris; ENSAE Paris; Communaute Universite Grenoble Alpes; Universite Grenoble Alpes (UGA); Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics
摘要：Single-index modeling is widely applied in, for example, econometric studies as a compromise between too restrictive parametric models and flexible but hardly estimable purely nonparametric, models. By such modeling the statistical analysis usually focuses on estimating the index coefficients. The average derivative estimator (ADE) of the index vector is based on the fact that the average gradient of a single index function f(x(T)beta) is proportional to the index vector beta. Unfortunately, a...
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作者：Chen, GM; Lockhart, RA
作者单位：University of Manitoba; Simon Fraser University
摘要：When fitting, by least squares, a linear model (with an intercept term) with p parameters to n data points, the asymptotic behavior of the residual empirical process is shown to be the same as in the single sample problem provided p(3) log(2) (p)/n --> 0 for any error density having finite variance and a bounded first derivative. No further conditions are imposed on the sequence of design matrices. The result is extended to more general estimates with the property that the average error and av...
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作者：Yuan, A; Clarke, B
作者单位：Howard University; University of British Columbia
摘要：Work due to Junker and more recently due to Junker and Ellis characterized desired latent properties of an educational testing procedure in terms of a collection of other manifest properties. This is important because one can only propose tests for manifest quantities, not latent ones. Here, we complete the conversion of a pair of latent properties to equivalent conditions in terms of four manifest quantities and identify a general method for producing tests for manifest properties.
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作者：Imhof, LA; Studden, WJ
作者单位：RWTH Aachen University; Purdue University System; Purdue University
摘要：E-optimal and standardized-E-optimal designs for various types of rational regression models are determined. In most cases, optimal designs are found for every parameter subsystem. The design points and weights are given explicitly in terms of Bernstein-Szego polynomials, The analysis is based on a general theorem on E-optimal designs for Chebyshev systems.
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作者：Findley, DF; Pötscher, BM; Wei, CZ
作者单位：University of Vienna; Academia Sinica - Taiwan
摘要：We consider abstractly defined time series arrays y(t)(T), 1 less than or equal to t less than or equal to T, requiring only that their sample lagged second moments converge and that their end values y(1+j)(T) and y(T-j)(T) be of order less than T-1/2 for each j greater than or equal to 0. We show that, under quite general assumptions, various types of arrays that arise naturally in time series analysis have these properties, including regression residuals from a time series regression, season...
